Trade Capture Report Request

Tag			Field Name	Req'd	Comments
Component Block <Standard Header>				Y	MsgType = AD
568			TradeRequestID	Y	Identifier for the trade request
569			TradeRequestType	Y
263			SubscriptionRequestType	N	Used to subscribe / unsubscribe for trade capture reports If the field is absent, the value 0 will be the default (snapshot only - no subscription)
571			TradeReportID	N	To request a specific trade report
818			SecondaryTradeReportID	N	To request a specific trade report
17			ExecID	N
150			ExecType	N	To requst all trades of a specific execution type
37			OrderID	N
11			ClOrdID	N
573			MatchStatus	N
828			TrdType	N	To request all trades of a specific trade type
829			TrdSubType	N	To request all trades of a specific trade sub type
830			TransferReason	N	To request all trades for a specific transfer reason
855			SecondaryTrdType	N	To request all trades of a specific trade sub type
820			TradeLinkID	N	To request all trades of a specific trade link id
880			TrdMatchID	N	To request a trade matching a specific TrdMatchID
Component Block <Parties>				N	Used to specify the parties for the trades to be returned (clearing firm, execution broker, trader id, etc.) ExecutingBroker ClearingFirm ContraBroker ContraClearingFirm SettlementLocation - depository, CSD, or other settlement party ExecutingTrader InitiatingTrader OrderOriginator
Component Block <Instrument>				N	Insert here the set of "Instrument" (symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
Component Block <Instrument Extension>				N	Insert here the set of "InstrumentExtension" fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
Component Block <Financing Details>				N	Insert here the set of "FinancingDetails" fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
711			NoUnderlyings	N	Indicates number of repeating entries. ** Nested Repeating Group follows **
	Component Block <Underlying Instrument>			N	Required if NoUnderlyings > 0 Insert here the set of "UnderlyingInstrument" fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES
555			NoLegs	N	Indicates number of repeating entries. ** Nested Repeating Group follows **
	Component Block <Instrument Leg>			N	Required if NoLegs > 0 Insert here the set of "InstrumentLeg" fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES
580			NoDates	N	Number of date ranges provided (must be 1 or 2 if specified)
	75		TradeDate	N	Used when reporting other than current day trades. Conditionally required if NoDates > 0
	60		TransactTime	N	To request trades for a specific time.
715			ClearingBusinessDate	N	To request trades for a specific clearing business date.
336			TradingSessionID	N	To request trades for a specific trading session.
625			TradingSessionSubID	N	To request trades for a specific trading session.
943			TimeBracket	N	To request trades within a specific time bracket.
54			Side	N	To request trades for a specific side of a trade.
442			MultiLegReportingType	N	Used to indicate if trades are to be returned for the individual legs of a multileg instrument or for the overall instrument.
578			TradeInputSource	N	To requests trades that were submitted from a specific trade input source.
579			TradeInputDevice	N	To request trades that were submitted from a specific trade input device.
725			ResponseTransportType	N	Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport.
726			ResponseDestination	N	URI destination name. Used if ResponseTransportType is out-of-band.
58			Text	N	Used to match specific values within Text fields
354			EncodedTextLen	N
355			EncodedText	N
Component Block <Standard Trailer>				Y
XML DTD
<!ENTITY % TrdCaptRptReqCustom "" > <!ENTITY % TrdCaptRptReqContent "TrdReqID, TrdReqTyp, SubReqTyp?, TrdRptID?, ScndTrdRptID?, ExecID?, ExecTyp?, OrdID?, ClOrdID?, MtchStat?, TrdTyp?, TrdSubTyp?, TransferRsn?, ScndTrdTyp?, TrdLinkID?, TrdMtchID?, Ptys?, Instrmt?, InstrmtExtension?, FinancingDetails?, UndInstrmtGrp*, InstrmtLegGrp*, DtsGrp*, ClrngBizDt?, TrdgSessID?, TrdgSessSubID?, TmBracket?, Side?, MultiLegRptingTyp?, TrdInptSrc?, TrdInptDev?, RspTransportTyp?, RspDest?, Text?, EncTextLen?, EncText? %TrdCaptRptReqCustom;" > <!ELEMENT TrdCaptRptReq (%TrdCaptRptReqContent;)> <!ATTLIST TrdCaptRptReq FIXMsgType_ENUM CDATA #FIXED "AD" Category CDATA #FIXED "TradeCapture" FIXSpecVolume CDATA #FIXED 'Volume5' FullName CDATA #FIXED "TradeCaptureReportRequest" ComponentType CDATA #FIXED "Message" > <!ENTITY % DtsGrpCustom "" > <!ENTITY % DtsGrpContent "TrdDt?, TransactTm? %DtsGrpCustom;" > <!ELEMENT DtsGrp (%DtsGrpContent;)+> <!ATTLIST DtsGrp NumInGrp_FIELD CDATA #FIXED 'NoDts' FIXTag CDATA #FIXED '580' ComponentType CDATA #FIXED 'BlockRepeating' Category CDATA #FIXED 'TradeCapture' >